import type { array, matrix } from "../types"; /** * Convert price series to returns. * * Convert a price series to continuous or discrete returns * * @param x Array of values (prices) * @param mode Calculation mode: 'simple' (default) or 'continuous' * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 1) * @returns Returns array or matrix * @throws If input is not an array or matrix * * @example Simple returns from price series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const x = [1, 3, 2, 5]; * assertEquals(tick2ret(x), [2, -0.33333333333333337, 1.5]); * * ``` * * @example Continuous (log) returns * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const x = [1, 3, 2, 5]; * * assertEquals(tick2ret(x, "continuous"), [1.0986122886681096, -0.40546510810816444, 0.9162907318741551]); * * ``` * * @example Continuous returns for different price series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const y = [0.5, 1.5, 2.5, 3.5]; * assertEquals(tick2ret(y, "continuous"), [1.0986122886681096, 0.5108256237659907, 0.33647223662121284]); * ``` */ export default function tick2ret(x: array, mode?: string, dim?: 0 | 1): array; /** * Convert price series to returns. * * Convert a price series to continuous or discrete returns * * @param x Array of values (prices) * @param mode Calculation mode: 'simple' (default) or 'continuous' * @param dim Dimension to operate on (0: row-wise, 1: column-wise) (defaults to 1) * @returns Returns array or matrix * @throws If input is not an array or matrix * * @example Simple returns from price series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const x = [1, 3, 2, 5]; * assertEquals(tick2ret(x), [2, -0.33333333333333337, 1.5]); * * ``` * * @example Continuous (log) returns * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const x = [1, 3, 2, 5]; * * assertEquals(tick2ret(x, "continuous"), [1.0986122886681096, -0.40546510810816444, 0.9162907318741551]); * * ``` * * @example Continuous returns for different price series * ```ts * import { assertEquals } from "jsr:@std/assert"; * * const y = [0.5, 1.5, 2.5, 3.5]; * assertEquals(tick2ret(y, "continuous"), [1.0986122886681096, 0.5108256237659907, 0.33647223662121284]); * ``` */ export default function tick2ret(x: matrix, mode?: string, dim?: 0 | 1): matrix; //# sourceMappingURL=tick2ret.d.ts.map